Improving heterogeneous agent models by avoiding explicit discretizations of stiff equations
Year of publication: |
April 2020
|
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Authors: | Baumann, Michael ; Baumann, Michaela ; Grüne, Lars ; Herz, Bernhard |
Publisher: |
Bayreuth : Universität Bayreuth |
Subject: | Market Maker Model | Heterogeneous Agents | Fundamentalists | Chartists,Stiff Equation | Implicit Euler Scheme | Instability Artifact | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling |
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